option_history_quote

FreeValueStandardPro

Retrieve NBBO quotes for an option contract, sampled at a specified interval.

Code Example

Rust

let quotes: Vec<QuoteTick> = tdx.option_history_quote(
    "SPY", "20241220", "500000", "C", "20240315", "60000"
).await?;

Python

quotes = tdx.option_history_quote("SPY", "20241220", "500000", "C",
                                     "20240315", "60000")

Go

quotes, err := client.OptionHistoryQuote("SPY", "20241220", "500000", "C",
    "20240315", "60000")

C++

auto quotes = client.option_history_quote("SPY", "20241220", "500000", "C",
                                           "20240315", "60000");

Parameters

symbolstringrequired

Underlying symbol

expirationstringrequired

Expiration date in YYYYMMDD format

strikestringrequired

Strike price as scaled integer

rightstringrequired

"C" for call, "P" for put

datestringrequired

Date in YYYYMMDD format

intervalstringrequired

Sampling interval in milliseconds. Use "0" for every quote change.

max_dteintoptional

Maximum days to expiration

strike_rangeintoptional

Strike range filter

Response

bid_pricefloat

Best bid price

bid_sizeint

Bid size

ask_pricefloat

Best ask price

ask_sizeint

Ask size

datestring

Date

ms_of_dayint

Milliseconds from midnight

bid_exchangeint

Bid exchange code

ask_exchangeint

Ask exchange code

Notes

• Use "0" as the interval to get every quote change (tick-by-tick).
• For liquid contracts with "0" interval, the response can be very large. In Rust, use the _stream variant.